+90.0%
GHY vs VT
+226.9%
-136.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.4% |
| 7D | -1.4% | -2.0% | +0.6% | -0.3% |
| 30D | -2.7% | -1.4% | -1.2% | -1.9% |
| 3M | -1.5% | +4.7% | -6.2% | -4.3% |
| 6M | -1.2% | +11.4% | -12.6% | -7.5% |
| YTD | -2.2% | +13.1% | -15.2% | -9.3% |
| 1Y | -5.8% | +19.0% | -24.8% | -15.3% |
| 3Y | +36.9% | +73.9% | -37.0% | -2.8% |
| 5Y | +18.7% | +65.4% | -46.7% | -13.9% |
| All | +90.0% | +226.9% | -136.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling